IBN · Expected Move
ICICI Bank Limited
The expected move for IBN is derived from at-the-money straddle pricing — the market's implied one-standard-deviation move through the next 30 days. Comparing it to realized moves reveals when options are pricing in too much (premium-selling regime) vs too little (premium-buying regime).
IBN straddle price & implied vol
60 sessionsBars: at-the-money straddle price (30-day and 7-day) — the market's priced move. Line: 30-day at-the-money implied volatility (right axis).
Current IBN Expected Move
30-Day Straddle
$1.50
7-Day Straddle
$1.50
30-Day ATM IV
21.8%
IV Rank
27%
Implied one-standard-deviation move through the next 30 days. Compare to IBN's realized
move over the same window to gauge whether options are pricing in too much (premium-selling regime)
or too little (premium-buying regime). The
Expected Move Tracker ranks every symbol by
this measure.
IBN Straddle Price — Last 60 Days
| Date | 30D Straddle | 7D Straddle | ATM IV | IV Rank |
|---|---|---|---|---|
| 20261022 | $1.50 | $1.50 | 21.8% | 27% |
| 20261021 | $1.55 | $1.55 | 21.6% | 26% |
| 20261020 | $1.52 | $1.52 | 21.7% | 27% |
| 20261019 | $1.75 | $1.75 | 22.5% | 31% |
| 20261016 | $2.15 | $0.90 | 29.1% | 66% |
| 20261015 | $2.28 | $1.65 | — | — |
| 20261014 | $1.77 | $0.72 | — | — |
| 20261013 | $1.67 | $0.80 | 23.3% | 35% |
| 20261012 | $1.62 | $0.62 | 22.3% | 30% |
| 20261009 | $1.80 | $1.25 | 23.6% | 37% |
| 20261008 | $1.55 | $0.70 | 20.7% | 22% |
| 20261007 | $2.20 | $0.93 | 26.2% | 51% |
| 20261006 | $1.30 | $0.70 | 17.8% | 6% |
| 20261005 | $1.75 | $0.92 | 22.8% | 32% |
| 20261002 | $1.05 | $1.05 | 21.0% | 23% |
| 20261001 | $1.15 | $1.15 | 24.4% | 41% |
| 20260930 | $1.10 | $1.10 | 21.9% | 28% |
| 20260929 | $1.18 | $1.18 | 24.1% | 39% |
| 20260928 | $1.18 | $1.18 | 21.1% | 24% |
| 20260925 | $1.17 | $1.17 | 22.3% | 30% |
| 20260924 | $1.38 | $1.38 | 35.4% | 100% |
| 20260923 | $1.05 | $1.05 | 22.3% | 31% |
| 20260922 | $1.43 | $1.43 | 30.4% | 63% |
| 20260921 | $1.40 | $1.40 | 22.5% | 27% |
| 20260918 | $1.83 | $0.28 | 27.7% | 50% |
| 20260917 | $1.93 | $0.47 | 28.4% | 54% |
| 20260916 | $2.20 | $0.60 | 31.8% | 69% |
| 20260915 | $1.57 | $0.62 | — | — |
| 20260914 | $1.60 | $0.75 | 22.5% | 17% |
| 20260911 | $1.65 | $1.00 | 22.4% | 17% |
| 20260910 | $1.70 | $0.75 | 23.6% | 20% |
| 20260909 | $1.77 | $1.07 | 24.5% | 23% |
| 20260908 | $2.30 | $1.02 | 32.5% | 46% |
| 20260904 | $1.67 | $1.02 | 20.1% | 10% |
| 20260903 | $1.60 | $1.57 | 20.4% | 11% |
| 20260902 | $1.00 | $1.00 | — | — |
| 20260901 | $1.12 | $1.12 | 20.1% | 10% |
| 20260831 | $1.07 | $1.07 | 24.2% | 22% |
| 20260828 | $0.95 | $0.95 | 19.6% | 8% |
| 20260827 | $1.00 | $1.00 | 21.2% | 13% |
| 20260826 | $1.10 | $1.10 | 19.6% | 8% |
| 20260825 | $1.15 | $1.15 | 20.8% | 12% |
| 20260824 | $1.07 | $1.07 | 21.6% | 14% |
| 20260821 | $1.10 | $0.90 | 18.0% | 4% |
| 20260820 | $1.35 | $0.85 | 19.8% | 9% |
| 20260819 | $1.42 | $0.88 | 20.0% | 10% |
| 20260818 | $1.38 | $0.72 | — | — |
| 20260817 | $1.60 | $0.65 | 20.4% | 11% |
| 20260814 | $1.43 | $0.83 | 19.7% | 9% |
| 20260813 | $1.47 | $0.82 | 19.6% | 8% |
| 20260812 | $1.48 | $0.85 | 19.6% | 9% |
| 20260811 | $1.58 | $1.27 | 22.0% | 16% |
| 20260810 | $1.62 | $1.20 | 20.7% | 12% |
| 20260807 | — | — | 20.9% | 12% |
| 20260806 | $2.62 | $1.02 | 34.6% | 52% |
| 20260805 | $1.38 | $1.38 | 22.0% | 16% |
| 20260804 | $1.08 | $1.08 | 19.5% | 8% |
| 20260803 | $1.23 | $1.23 | 22.1% | 16% |
| 20260731 | $1.27 | $1.27 | 21.1% | 13% |
| 20260730 | $1.50 | $1.50 | 22.9% | 18% |
More on IBN
Market data may be delayed, incomplete, or inaccurate. Not a recommendation to buy, sell, or hold any security. Verify quotes with your broker before trading. See Terms §17.